Mathematical methods of statistics.
Collected or selected works; reprintings or translations of classics (01A75) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Parametric hypothesis testing (62F03) Point estimation (62F10)
The purpose of this classical textbook from 1946 [Princeton Mathematical series. 9. Princeton N. J.: Princeton University Press (1946; Zbl 0063.01014)] is to join the two major lines of development in the field of mathematical statistics: while British and American statisticians were developing the science of statistical inference, French and Russian probabilists transformed the calculus of probability into a purely mathematical theory. The result of Cramér's work is a rigorous mathematical exposition of the theory of estimation and the theory of testing statistical hypotheses. The problems are cleverly selected, and the methods of solution are clear and beautiful, and various practical numerical examples are presented; therefore the book is an excellent introduction to mathematical statistics. NEWLINENEWLINENEWLINEThe book is not an elementary and easy reading, and a good knowledge of classical calculus is necessary. All the auxiliary mathematical tools beyond standard calculus are given in the first part of the book, especially elements of measure theory. The second part is devoted to probability theory. The third part is basic and deals with mathematical statistics. With a volume of 240 pages only, it contains quite rich material. The exposition is mainly inductive. NEWLINENEWLINENEWLINEIn chapters 25--26 the preliminary characteristics of the theory of estimation are given, then certain special problems are considered in chapters 27--31 (characteristics of sampling distributions and their asymptotic properties, goodness-of-fit tests, and tests of significance for parameters), and after that the basic theoretical results of the theory of estimation and testing hypotheses are given in chapters 32--35. More complicated and special problems are treated in chapters 36--37, namely analysis of variance and some regression problems. In these two chapters, the presentation is somewhat schematic and there are no practical examples. Nowadays, analysis of variances and regression analysis have been developed drastically; we mention, e.g., the theory of nonlinear regression and errors-in-variables models.NEWLINENEWLINENEWLINEHarald Cramér was the director of the Institute of Mathematical Statistics at the University of Stockholm. NEWLINENEWLINENEWLINEContents: First part (chapters 1--12), Mathematical introduction. Chapters 1--3, Sets of points. Chapters 4-7, Theory of measure and integration in \(\mathbb R^1\). Chapters 8--9, Theory of measure and integration in \(\mathbb R^n\). Chapters 10--12, Various questions (including Fourier integrals and matrices). NEWLINENEWLINENEWLINESecond part (chapters 13--24), Random variables and probability distributions. Chapters 13--14, Foundations. Chapters 15--20, Variables and distributions in \(\mathbb R^1\). Chapters 21--24, Variables and distributions in \(\mathbb R^n\).NEWLINENEWLINENEWLINEThird part (chapters 25--37), Statistical inference. Chapters 25--26, Generalities. Chapters 27--29, Sampling distributions. Chapters 30--31, Tests of significance, I. Chapters 32--34, Theory of estimation. Chapters 35--37, Tests of significance, II.
- Self-selection biases in correlational studies based on questionnaires
- On component analyses
- On fixed-width confidence intervals associated with maximum likelihood estimation
- On the statistical treatment of residuals in factor analysis
- The minimum distance method of testing
- On exact \(D\)-optimal designs for regression models with correlated observations
- Statistical dependency as a measure to evaluate Markov properties of stochastic point processes
- Dependency as a measure to estimate the order and the values of Markov processes
- Two-stage and three-stage least squares estimation of dispersion matrix of disturbances in simultaneous equations
- Dependency representing Markov properties of nonstationary spike trains recorded from the cat's optic tract fibers
- A rank test for equality of two multivariate populations vs a particular ordered alternative.
- Comparative analysis of parameter estimation methods for the compound Neyman distribution
- Metric inference for social networks
- Applicability of \(n\)-vicinity method for calculation of free energy of Ising model
- Temperature in and out of equilibrium: a review of concepts, tools and attempts
- Convergence of the sequence of the Pearson statistics values to the normalized square of the Bessel process
- Loop equation analysis of the circular \(\beta\) ensembles
- Change of scaling and appearance of scale-free size distribution in aggregation kinetics by additive rules
- Probabilistic prediction of the complexity of traveling salesman problems based on approximating the complexity distribution from experimental data
- Robustness to nonnormality of the Durbin-Watson test for autocorrelation
- On residual empirical processes of stochastic regression models with applications to time series
- Correlation and entanglement
- Psychometric and information processing properties of selected response time models
- \texttt{CHICOM}: A code of tests for comparing unweighted and weighted histograms and two weighted histograms
- Maximum entropy models from phase harmonic covariances
- Fisher information as a probe of spacetime structure: relativistic quantum metrology in (A)dS
- Effective estimation algorithm for parameters of multivariate Farlie-Gumbel-Morgenstern copula
- Computation of distributions of statistics by means of Markov chains
- Robust simultaneous estimation of location parameters
- Quantum thermometry in electromagnetic field of cosmic string spacetime
- Evaluating class and school effects on the joint student achievements in different subjects: a bivariate semiparametric model with random coefficients
- Model parameter learning using Kullback-Leibler divergence
- Spectral density and calculation of free energy
- Bayesian factor models for probabilistic cause of death assessment with verbal autopsies
- Exact rate of convergence of the expected \(W_2\) distance between the empirical and true Gaussian distribution
- Geometry of quantum phase transitions
- Robustness of the algorithm of identification of the type of dynamic object found at the finite sequence of 2D background frames of the optoelectron device
- Understanding and monitoring the evolution of the Covid-19 epidemic from medical emergency calls: the example of the Paris area
- An instrumental variable estimator for mixed indicators: analytic derivatives and alternative parameterizations
- Solving inverse problems in stochastic models using deep neural networks and adversarial training
- Modeling dynamical behavior of stochastic systems: spectral analysis of qubit representations vs the mutual Markovian model likelihood estimations
- A note on weighted least square distribution fitting and full standardization of the empirical distribution function
- A test statistic for weighted runs
- Bootstrap ICC estimators in analysis of small clustered binary data
- A comparative study of robust and stable estimates of multivariate location
- Statistical inference for \(M_t/G/ Infinity\) queueing systems under incomplete observations
- On a perturbation method for stochastic parabolic PDE
- On convexity of generalized Wigner-Yanase-Dyson information
- A truncated estimation method with guaranteed accuracy
- The distribution of residuals from a general elliptical linear model
- Notes on superadditivity of Wigner-Yanase-Dyson information
- Gurland's ratio for the gamma function
- Maximum likelihood estimators in a statistical model of natural catastrophe claims with trend
- Singular extended skew-elliptical distributions
- On adjusted method of moments estimators on uniform distribution samples
- Statistics of energy partitions for many-particle systems in arbitrary dimension
- The Hellinger square-integrability of matrix-valued measures with respect to a non-negative hermitian measure
- Application of the Hellinger integrals to q-variate stationary stochastic processes
- On Eddington's solution of the convolution integral equation
- A mixed finite differences scheme for gradient approximation
- On bounds for some U-statistics under the two-eigenvalues assumption
- Combinatorial optimization through variational quantum power method
- On approximating forecasts by partial predictions under incomplete data
- Fluctuations of linear eigenvalue statistics of random band matrices
- Asymptotic properties of numbers of observations near sample quantiles
- Cramér asymptotic efficiency in a semiparametric model
- Analysis of aeroelastic instabilities for systems with random parameters
- Application of variational analysis and control theory to nonparametric maximum likelihood estimation of a density function
- Confidence prediction of the mean values of multiple observations
- On the evolution and asymptotic analysis of open Markov populations: application to consumption credit
- Numerical method of estimating the maximal likelihood of a smooth parametric manifold
- Margin losses for training conditional random fields
- On quasi-nonuniform estimates for asymptotic expansions in the central limit theorem
- Stochastic generation of explicit pore structures by thresholding Gaussian random fields
- Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations
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- Large-sample confidence intervals for risk measures of location-scale families
- Representations for bias and variance of the sample standard deviation
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- GENERALIZED LEAST SQUARES METHODS FOR BIVARIATE POISSON REGRESSION
- AN APPROACH TO OPTIMIZATION IN RESPONSE SURFACE METHODOLOGY
- Quantum estimation in neutrino oscillations
- Moments of the inverse participation ratio for the Laplacian on finite regular graphs
- Nonparametric estimation of the risk premium in case of the standard deviation principle
- A view of Harald Cramér: Working with the master in his later years
- A valid Matérn class of cross-covariance functions for multivariate random fields with any number of components
- Asymptotic analysis of estimators on multi-label data
- A multivariate Tweedie lifetime model: censoring and truncation
- Inclusive prime number races
- Limits of accuracy for parameter estimation and localization in single-molecule microscopy via sequential Monte Carlo methods
- Solving peak theory in the presence of local non-gaussianities
- Two methods of conjoint summands of generating bivariate and trivariate normal pseudo-random numbers
- Redundancy in Gaussian random fields
- On alpha stable distribution of wind driven water surface wave slope
- Tripartite Bell-type inequalities for quantum coherence and skew information
- Barrier options pricing with joint distribution of Gaussian process and its maximum
- The tail Stein's identity with applications to risk measures
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